Using CME futures and OIS to forecast Fed interest rates

The Federal Open Market Committee (FOMC) gives guidance on the path of future interest rates at different intervals, but in truth it is not a detailed or precise statement of policy direction, and generally comes with the caveat of being data dependent and therefore subject to change. The committee publish a “dot plot” four times per year which, whilst meaningful, gives a limited view of where each policy maker sees the Fed Funds rate midpoint by the end of the calendar year.
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